Volatility Shares Trust has submitted its NPORT-P report, which provides a snapshot of its financial health as of August 31, 2026. This filing is crucial for understanding the company's asset management strategies and overall performance in the investment sector.

Background

Volatility Shares Trust is an investment management firm incorporated in Delaware. The company focuses on innovative investment strategies, with its primary offering being the Chainlink ETF. The latest filing, dated October 30, 2026, is part of a series of recent submissions, showcasing the firm's commitment to transparency and regulatory compliance.

What the Filing Says

The NPORT-P filing indicates that Volatility Shares Trust has total assets amounting to approximately $659,902 and net assets of $264,589. The report also highlights a significant liability of $395,313, suggesting a leveraged position in its investment strategy. Notably, the Chainlink ETF is identified as a key product in its portfolio.

Impact

This filing may impact investors and stakeholders interested in the performance of Volatility Shares Trust and its associated funds. The detailed financial data provides insights into the company's asset allocation and risk management strategies, which are vital for informed decision-making in the investment community.

What's Next

The filing does not say what happens next.

Financial Details

The filing details various components of Volatility Shares Trust's financial position. The total assets are reported at approximately $659,902, with liabilities amounting to $395,313, resulting in net assets of $264,589. Additionally, the report indicates that the fund has invested approximately $115,779 in various securities.

Investment Portfolio

Volatility Shares Trust's investment portfolio includes a diverse range of assets. Notably, it holds a US Bank Money Market Deposit Account valued at approximately $137,211, accounting for about 51.86% of the total assets. Furthermore, the portfolio features a United States Treasury Bill worth approximately $399,150, which represents around 150.86% of the net assets. The fund also has a reverse repurchase agreement with a balance of -$394,812, indicating a short position in that asset.

Monthly Returns

The filing provides insights into the fund's monthly performance, showing a total return of -20.13% for the first month, followed by positive returns of 13.65% and 42.70% in the subsequent months. These figures reflect the volatility and potential risks associated with the investment strategies employed by Volatility Shares Trust.

Designated Index

Volatility Shares Trust's Chainlink ETF is designed to track the CME CF Chainlink Dollar Reference Rate, identified by the index identifier LINKUSDNY. This connection to a recognized index underscores the fund's strategy to provide exposure to the Chainlink market.

Signature and Compliance

The NPORT-P filing was signed by Chang Kim, the Chief Operating Officer and Chief Compliance Officer of Volatility Shares Trust, on October 29, 2026. This signature signifies the firm's adherence to regulatory requirements and its commitment to transparency in its operations.